Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-06-01 12.450457 14.249297 16.186378 18.423685 20.932654 23.655531 26.830234
2025-06-08 9.615456 12.013097 14.795997 18.249714 22.404729 27.225327 33.223330
2025-06-15 8.283551 10.947160 14.189580 18.398926 23.687640 30.078302 38.347101
2025-06-22 7.421719 10.310321 13.977660 18.929772 25.389805 33.472746 44.284613
2025-06-29 6.487956 9.429043 13.306789 18.729770 26.042392 35.475503 48.462954
2025-07-06 5.484539 8.327721 12.215685 17.838565 25.663215 36.051307 50.745515
2025-07-13 5.079032 8.006377 12.135643 18.279190 27.056961 38.992784 56.258320
2025-07-20 4.702130 7.680200 12.005888 18.614955 28.292756 41.747332 61.615005
2025-07-27 4.269200 7.221604 11.635122 18.555440 28.933306 43.672719 65.872190
2025-08-03 3.851294 6.741885 11.185806 18.330911 29.294430 45.187437 69.579612
2025-08-10 3.538726 6.397930 10.910615 18.338029 29.979518 47.176634 74.030764
2025-08-17 3.302143 6.154833 10.769792 18.533451 30.944767 49.601865 79.203901
2025-08-24 3.035277 5.841453 10.500017 18.517457 31.599419 51.621616 83.913740
2025-08-31 2.764946 5.496073 10.149455 18.342406 31.985693 53.242355 88.083402
2025-09-07 2.581327 5.286410 10.006794 18.492396 32.886948 55.678629 93.583402
2025-09-14 2.476982 5.212442 10.090411 19.025606 34.437132 59.193926 100.905259
2025-09-21 2.268597 4.920653 9.765018 18.824713 34.739461 60.712045 105.096707
2025-09-28 1.982541 4.448462 9.075249 17.929467 33.800407 60.155344 105.897940
2025-10-05 1.903507 4.382572 9.129388 18.372092 35.191958 63.487250 113.168136
2025-10-12 1.816488 4.291681 9.128197 18.709376 36.408676 66.567334 120.125910
2025-10-19 1.688757 4.102527 8.922849 18.649591 36.906960 68.442230 125.123660
2025-10-26 1.553459 3.883407 8.641259 18.424047 37.086628 69.767984 129.226743
2025-11-02 1.454088 3.733705 8.486606 18.431197 37.688885 71.842258 134.676014